+20.7%
DHI vs LULU
-75.0%
+95.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.2% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | -5.4% | -18.1% | +12.7% | -1.7% |
| 3M | -10.4% | -18.8% | +8.3% | -6.9% |
| 6M | -2.8% | -39.2% | +36.4% | +6.8% |
| YTD | -3.4% | -52.4% | +49.0% | +11.3% |
| 1Y | -22.9% | -40.3% | +17.4% | -15.5% |
| 3Y | +20.7% | -75.1% | +95.8% | +49.5% |
| All | +20.7% | -75.0% | +95.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling